Simulating Nonhomogeneous Poisson Point Processes
Check the validity of ppp samples arranged in matrix format
Check the validity of a ppp vector.
Check that two ppp vectors Q-Q agree
Simulate from a non homogeneous Poisson Point Process (NHPPP) from (t_...
Simulate from a non homogeneous Poisson Point Process (NHPPP) from (t_...
Simulate from a non homogeneous Poisson Point Process (NHPPP) over an ...
Simulate from a non homogeneous Poisson Point Process (NHPPP) from (t0...
Simulate from a non homogeneous Poisson Point Process (NHPPP) from (t0...
Generic function for simulating from NHPPPs given the intensity functi...
Special case: Simulate from a non homogeneous Poisson Point Process (N...
Special case: Simulate from a non homogeneous Poisson Point Process (N...
Sampling from NHPPPs with piecewise constant intensities with same int...
Simulate a piecewise constant-rate Poisson Point Process over `(t_min,...
Generic function for simulating from NHPPPs given the intensity functi...
Helper functions
Piecewise constant (step) majorizer for K-Lipschitz functions over an ...
Numerically evaluate the inverse of a monotonically increasing continu...
Numerically evaluate the inverse of a function at a specific point
Definite integral of l = exp(intercept + slope*t) at time twith `L...
Inverse of the definite integral of l = exp(intercept + slope*t) at ...
Inverse of the definite integral of l = intercept + slope*t at time ...
Definite integral of l = intercept + slope*t at time twith `L(t0) ...
Helper function for the vectorized versions of sampling functions. Tak...
Helper function for the vectorized versions of sampling functions. Tak...
Helper function for the vectorized versions of sampling functions. Tak...
Return matrix with column-wise cumulative sum replacing cells larger t...
Return matrix with column-wise cumulative sum replacing cells larger t...
Return matrix with column-wise cumulative sum No checks for arguments ...
Return matrix with column-wise differencing. No checks for arguments i...
Usage: matrix_cumsum_columns_inplace( X )
Usage: matrix_cumsum_columns( X )
Usage: matrix_diff_columns_inplace( X )
Usage: matrix_diff_columns( X )
nhppp: Simulating Nonhomogeneous Poisson Point Processes
Simulate exactly n points from a homogeneous Poisson Point Process o...
Simulate specific number of points from a homogeneous Poisson Point Pr...
Simulate n events from a homogeneous Poisson Point Process.
Simulate a homogeneous Poisson Point Process over (t_min, t_max] (orde...
Simulate a homogeneous Poisson Point Process over (t_min, t_max]
Simulate a homogeneous Poisson Point Process in (t_min, t_max]
Simulate a homogeneous Poisson Point Process over (t_min, t_max] (orde...
Read code from text file as string
Exponential random samples from rstream objects
Poisson random samples from rstream objects
Uniform random samples from rstream objects
Zero-truncated Poisson random samples from rstream objects
Zero-truncated Poisson random samples (basic R)
Simpson's method to integrate a univariate function.
Vectorized simulation from a non homogeneous Poisson Point Process (NH...
Vectorized sampling from a non homogeneous Poisson Point Process (NHPP...
Vectorized sampling from a non homogeneous Poisson Point Process (NHPP...
Vectorized sampling from a non homogeneous Poisson Point Process (NHPP...
Vectorized sampling from NHPPPs with piecewise constant intensities wi...
Vectorized sampling from NHPPPs with piecewise constant intensities wi...
Vectorized generic function for simulating from NHPPPs given the inten...
Vectorized sampling from a zero-truncated non homogeneous Poisson Poin...
Vectorized sampling from a zero-truncated non homogeneous Poisson Poin...
Vectorized sampling from zero-truncated NHPPPs with piecewise constant...
Simulate from a zero-truncated non homogeneous Poisson Point Process (...
Simulate size samples from a zero-truncated non homogeneous Poisson ...
Simulate from a zero-truncated non homogeneous Poisson Point Process (...
Generic function for simulating from zero-truncated NHPPPs given the i...
Simulate size samples from a zero-truncated non homogeneous Poisson ...
Simulate from a zero-truncated non homogeneous Poisson Point Process (...
Simulate a zero-truncated homogeneous Poisson Point Process over (t_mi...
Simulates events from one dimensional nonhomogeneous Poisson point processes (NHPPPs) as per Trikalinos and Sereda (2024, <doi:10.48550/arXiv.2402.00358> and 2024, <doi:10.1371/journal.pone.0311311>). Functions are based on three algorithms that provably sample from a target NHPPP: the time-transformation of a homogeneous Poisson process (of intensity one) via the inverse of the integrated intensity function (Cinlar E, "Theory of stochastic processes" (1975, ISBN:0486497996)); the generation of a Poisson number of order statistics from a fixed density function; and the thinning of a majorizing NHPPP via an acceptance-rejection scheme (Lewis PAW, Shedler, GS (1979) <doi:10.1002/nav.3800260304>).
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